Future Papers

Rejoinder: Please Visit the Wild Arboretum of Multi-Phase Inference
Xiao-Li Meng
doi:10.5705/ss.202017.0069
Calibrated Percentile Double Bootstrap For Robust Linear Regression Inference
Kai Zhang, Daniel McCarthy, Lawrence Brown, Richard Berk, Andreas Bujas, Edward George and Linda Zhao
doi:10.5705/ss.202016.0546
Tobit quantile regression of left-censored longitudinal data with informative observation times
Zhanfeng Wang, Jieli Ding, Liuquan Sun and Yaohua Wu
doi:10.5705/ss.202016.0527
Contribution to the discussion of “Dissecting Multiple Imputation from a Multi-phase Inference Perspective: What Happens When God's, Imputer's and Analyst's Models Are Uncongenial?,” by Xianchao Xie and Xiao-Li Meng
David Draper
doi:10.5705/ss.202016.0474
A Thresholding-Based Prewhitened Long-Run Variance Estimator and Its Dependence-Oracle Property
ZHANG TING
doi:10.5705/ss.202016.0468
Multi-asset empirical martingale price estimators derivatives
Shih-Feng Huang and Guan-Chih Ciou
doi:10.5705/ss.202016.0434
Semi-parametric prediction intervals in small areas when auxiliary data are measured with error.
Gauri Datta, Aurore Delaigle, Peter Gavin Hall and Lily Wang
doi:10.5705/ss.202016.0416
Asymptotic Behavior of Cox's Partial Likelihood and its Application to Variable Selection
Runze Li, Jian-Jian Ren, Guangren Yang and Ye Yu
doi:10.5705/ss.202016.0401
A Generalized Measure of Uncertainty in Geostatistical Model Selection
Chun-Shu Chen, Jun Zhu and Tingjin Chu
doi:10.5705/ss.202016.0368
The ordering of Shannon entropies
Ming-Tien Tsai
doi:10.5705/ss.202016.0366
Discussion of “Dissecting Multiple Imputation from a Multi-phase Inference Perspective: What Happens when God’s, Imputer’s, and Analyst’s Models are Uncongenial?”
Trivellore Raghunathan
doi:10.5705/ss.202016.0344
Constrained Partial Linear Regression Splines
Mary Meyer
doi:10.5705/ss.202016.0342
A projection-based adaptive-to-model test for regressions
Lixing Zhu, Xuehu Zhu and Falong Tan
doi:10.5705/ss.202016.0333
Discussion on “Dissecting Multiple Imputation from a Multi-phase Inference Perspective: What Happens When God's, Imputer's and Analyst's Models Are Uncongenial?”
Roderick Little and Tingting Zhou
doi:10.5705/ss.202016.0332
Hochberg procedure under negative dependence
Ajit Tamhane and Jiangtao Gous
doi:10.5705/ss.202016.0306
Discussion of “Dissecting Multiple Imputation from a Multi-phase Inference Perspective: What Happens when God’s, Imputer’s, and Analyst’s Models are Uncongenial?”
David Banks
doi:10.5705/ss.202016.0302
Discussion: Dissecting Multiple Imputation from a Multi-phase Inference Perspective: What Happens When God's Imputer's and Analyst's Models are Uncongenial?
Jerry Reiter
doi:10.5705/ss.202016.0287
Discussion: Dissecting Multiple Imputation from a Multi-phase Inference Perspective: What Happens When God's Imputer's and Analyst's Models are Uncongenial?" by Xie and Men
Anthony Desmond
doi:10.5705/ss.202016.0282
Stability Enhanced Large-Margin Classifier Selection
Will Wei Sun, Guang Cheng and Yufeng Liu
doi:10.5705/ss.202016.0260
Single Nugget Kriging
Minyong Lee and Art Owen
doi:10.5705/ss.202015.0255
Circulant Partial Hadamard Matrices: Construction via General Difference Sets and Its Application to fMRI Experiments
Frederick Kin Hing Phoa, Yuan-Lung Lin and Ming-Hung Kao
doi:10.5705/ss.202016.0254
Upper expectation parametric regression
Lixing Zhu, Lu Lin, Ping Dong and Yunquan Song
doi:10.5705/ss.202016.0243
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity
Degui Li, Weidong Liu, Qiying Wang and Weibiao Wu
doi:10.5705/ss.202016.0219
Computer Experiments: Prediction Accuracy, Sample Size and Model Complexity Revisited
Ofir Harari, Derek Bingham, Angela Dean and David Higdon
doi:10.5705/ss.202016.0217
D-optimal Designs with Ordered Categorical Data
Jie Yang, Liping Tong and Abhyuday Mandal
doi:10.5705/ss.202016.0210
Asymptotic theory for estimating the singular vectors and values of a partially-observed low rank matrix with noise
Juhee Cho, Donggyu Kim and Karl Rohe
doi:10.5705/ss.202016.0205
Predicting disease Risk by Transformation Models in the Presence of Missing Subgroup Identifiers
Yuanjia Wang, Qianqian Wang and Yanyuan Ma
doi:10.5705/ss.202016.0199
Discussion on “Dissecting Multiple Imputation from a Multi-phase Inference Perspective: What Happens When God's, Imputer's and Analyst's Models Are Uncongenial?”
Yi-Hau Chen
doi:10.5705/ss.202016.0187
Adaptive False Discovery Rate Control for Heterogeneous Data
Joshua D Habiger
doi:10.5705/ss.202016.0169
A Sequential Maximum Projection Design Framework for Computer Experiments with Inert Factors
Dianpeng Wang, Shan Ba and WILLIAM MYERS
doi:10.5705/ss.202016.0165
Discussion: Dissecting Multiple Imputation from a Multi-phase Inference Perspective: What Happens When God's, Imputer's and Analyst's Models are Uncongenial? by X. Xie and X. L. Meng
Shu Yang and Jae Kwang Kim
doi:10.5705/ss.202016.0155
Assessing The Treatment Effect Heterogeity with a Latent Variable
Yunjian Yin, Lan Liu and Zhi Geng
doi:10.5705/ss.202016.0150
Sensitivity Analysis for Unmeasured Confounding in Coarse Structural Nested Mean Models
Shu Yang and Judith J. Lok
doi:10.5705/ss.202016.0133
Sensitivity Analysis and Emulation for Functional Data using Bayesian Adaptive Splines
Devin Francom, Bruno Sanso, Ana Kupresanin and Gardar Johannesson
doi:10.5705/ss.202016.0130
Some Insights About the Small Ball Probability Factorization for Hilbert Random Elements
Enea Bongiorno and Aldo Goia
doi:10.5705/ss.202016.0128
Sequential Model Averaging for High Dimensional Linear Regression Models
WEI LAN, Yingying Ma, Junlong Zhao, Hansheng Wang and Chih-Ling Tsai
doi:10.5705/ss.202016.0122
More Powerful Multiple Testing in Randomized Experiments with Non-Compliance
Joseph J Lee, Laura Forastiere, Luke Miratrix and Natesh S Pillai
doi:10.5705/ss.202016.0116
Modeling subject-specific nonautonomous dynamics
Debashis Paul, Siyuan Zhou and Jie Peng
doi:10.5705/ss.202016.0113
Inference of Bivariate Long-memory Aggregate Time Series
Henghsiu Tsai, Heiko Rachinger and Kung-Sik Chan
doi:10.5705/ss.202016.0112
Dantzig-type penalization for multiple quantile regression with high dimensional covariates
Seyoung Park, Xuming He and Shuheng Zhou
doi:10.5705/ss.202016.0081
Flexible dimension reduction in regression
Lixing Zhu and Tao Wang
doi:10.5705/ss.202016.0080
Sampling Designs on Finite Populations with Spreading Control Parameters
Yves Tillé, Lionel Qualité and Matthieu Wilhelm
doi:10.5705/ss.202016.0064
Two-sample tests for high-dimension, strongly spiked eigenvalue models
Makoto Aoshima and Kazuyoshi Yata
doi:10.5705/ss.202016.0063
Estimation of quantiles from data with additional measurement errors
Matthias Hansmann and Michael Kohler
doi:10.5705/ss.202016.0061
High-Dimensional Gaussian Copula Regression: Adaptive Estimation and Statistical Inference
Linjun Zhang and T. Tony Cai
doi:10.5705/ss.202016.0041
Sensitivity Analysis Using Permutations
Shifeng Xiong, Xu He, Yuanzhen He and Weiyan Mu
doi:10.5705/ss.202016.0035
Two-Sample Tests for High-Dimensional Linear Regression with an Application to Detecting Interactions
Yin Xia, Tianxi Cai and T. Tony Cai
doi:10.5705/ss.202016.0032
Using differential variability to increase the power of the homogeneity test in a two-sample problem
Guanfu Liu, Yuejiao Fu, Pengfei Li and Xiaolong Pu
doi:10.5705/ss.202016.0026
Concordance Measure-based Feature Screening and Variable Selection
Yunbei Ma, Yi Li, Huazhen Lin and Yi Li
doi:10.5705/ss.202016.0024
Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Nested Model Selection
Stephanie Van der Pas and Peter Gruenwald
doi:10.5705/ss.202016.0011
Variable Selection via Partial Correlation
Jingyuan Liu, Runze Li and Lejia Lou
doi:10.5705/ss.202015.0473
Nonparametric confidence bands in Wicksell's problem
Jakub Wojdyła and Zbigniew Szkutnik
doi:10.5705/ss.202015.0471
Robust Hypothesis Testing via Lq-Likelihood
Yichen Qin and Carey E. Priebe
doi:10.5705/ss.202015.0441
Likelihood adjusted for nonignorable missing covariate values with unspecified propensity in generalized linear models
Fang Fang, Jiwei Zhao and Jun Shao
doi:10.5705/ss.202015.0437
Bandwidth selection for estimating the two-point correlation function of a spatial point pattern using AMSE
Ji Meng Loh and Woncheol Jang
doi:10.5705/ss.202015.0426
Adaptive Basis Selection for Exponential Family Smoothing Splines with Application in Joint Modeling of Multiple Sequencing Samples
Nan Zhang, Ping Ma, Jianhua Huang and Wenxuan Zhong
doi:10.5705/ss.202015.0423
Calibration and Multiple Robustness When Data Are Missing Not At Random
Peisong Han
doi:10.5705/ss.202015.0408
Likelihood adjusted for nonignorable missing covariate values with unspecified propensity in generalized linear models
Fang Fang, Jiwei Zhao and Jun Shao
doi:10.5705/ss.202015.0404
A New Reduced-Rank Linear Discriminant Analysis Method and Its Applications
Yue Selena Niu, Ning Hao and Bin Dong
doi:10.5705/ss.202015.0387
Optimal Design for Multiple Regression with Information Driven by the Linear Predictor
Dennis Schmidt and Rainer Schwabe
doi:10.5705/ss.202015.0385
A Bayesian generalized CAR model for correlated signal detection
Andrew Brown, Gauri Datta and Nicole Lazar
doi:10.5705/ss.202015.0382
Information criteria for prediction when distributions of data and target variables are different
Keisuke Yano and Fumiyasu Komaki
doi:10.5705/ss.202015.0380
Inference for Logistic-Normal Mixtures with Heterogeneous Components
Juan Shen, Yingchuan Wang and Xuming He
doi:10.5705/ss.202015.0371
Parametric or nonparametric: The FIC approach
Martin Jullum and N.L. Hjort
doi:10.5705/ss.202015.0364
Bayesian multiple testing under sparsity for polynomial-tailed distributions
Xueying Tang, Ke Li and Malay Ghosh
doi:10.5705/ss.202015.0362
When is Acceleration Unnecessary in a Degradation Test?
Zhisheng Ye and Lanqing Hong
doi:10.5705/ss.202015.0357
An improved corrected score estimator for the proportional hazards model with time-dependent covariates measured with error at informative observation times
Xiao Song
doi:10.5705/ss.202015.0354
Risk consistency of cross-validation with Lasso-type procedures
Darren Homrighausen and Daniel J. McDonald
doi:10.5705/ss.202015.0355
Semiparametric regression analysis of recurrent gap times in the presence of competing risks
Chia-Hui Huang, Yi-Hau Chen and Ya-Wen Chuang
doi:10.5705/ss.202015.0347
Nonparametric functional calibration of computer models
Andrew Brown and Sez Atamturktur
doi:10.5705/ss.202015.0344
Learning summary statistic for approximate Bayesian computation via deep neural network
Wing Wong, Bai Jiang, Tung-yu Wu and Charles Zheng
doi:10.5705/ss.202015.0340
Regression Analysis with Response-selective Sampling
Yuan Yao, Kani CHEN, Yuanyuan Lin and Chaoxu Zhou
doi:10.5705/ss.202015.0338
Variable Selection in Sparse Regression with Quadratic Measurements
Jun Fan, Lingchen Kong, Liqun Wang and Naihua Xiu
doi:10.5705/ss.202015.0335
Bias adjustment of the Chao estimator for the size of a population
Chang Xuan Mao, Sijia Zhang and Zhilin Liao
doi:10.5705/ss.202015.0332
Heteroscedastic nested error regression models with variance functions
Shonosuke Sugasawa and Tatsuya Kubokawa
doi:10.5705/ss.202015.0318
Coherence for Multivariate Random Fields
William Kleiber
doi:10.5705/ss.202015.0309
Computerized Adaptive Testing that Allows for Response Revision: Design and Asymptotic Theory
Shiyu Wang, Georgios Fellouris and Hua-Hua Chang
doi:10.5705/ss.202015.0304
Singular prior distributions in Bayesian D-optimal design for nonlinear models
Timothy Waite
doi:10.5705/ss.202015.0293
Optimal designs for regression models using the second-order least squares estimator
Yue Yin and Julie Zhou
doi:10.5705/ss.202015.0285
Two-level minimum aberration designs under a conditional model with a pair of conditional and conditioned factors
Rahul Mukerjee, Jeff C.F. Wu and Ming-Chung Chang
doi:10.5705/ss.202015.0281
Generic Sample Splitting for Refined Community Recovery in Degree Corrected Stochastic Block Models
Jing Lei and Lingxue Zhu
doi:10.5705/ss.202015.0279
Multiple Hypothesis Tests Controlling Generalized Error Rates for Sequential Data
Jay Bartroff
doi:10.5705/ss.202015.0267
Gaussian Process Modeling with Boundary Information
Matthias Hwai Yong Tan
doi:10.5705/ss.202015.0249
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity
Degui Li, Weidong Liu, Qiying Wang and Weibiao Wu
doi:10.5705/ss.202015.0219
Inference of high-dimensional linear models with time-varying coefficients
Xiaohui Chen and Yifeng He
doi:10.5705/ss.202015.0202
Composite $T^2$ test for high-dimensional data
Long Feng, Changliang Zou, Zhaojun Wang and Lixing Zhu
doi:10.5705/ss.202015.0199
Robust Principal Component Analysis Based On Trimming Around Affine Subspaces
Christophe Croux, Luis Angel García-Escudero, Alfonso Gordaliza, Christel Ruwet and Roberto San Martín
doi:10.5705/ss.202015.0185
Assesing the heterogeneity of treatment effects by identifying the treatment benefit and treament harm ratio
Yunjian Yin, Xiao-Hua Zhou, Zhi Geng and Fang Lu
doi:10.5705/ss.202015.0174
Sparse and robust linear regression: an optimization algorithm and its statistical properties
Shota Katayama and Hironori Fujisawa
doi:10.5705/ss.202015.0179
Generators for Nonregular $2^{k-p}$ Designs
Robert Mee
doi:10.5705/ss.202015.0161
Oracle inequalities and selection consistency for weighted Lasso in additive hazards mode
Jian Huang, Haixiang Zhang, Liuquan Sun and Yong Zhou
doi:10.5705/ss.202015.0075
Generalized partial linear models with unknown link and unknown baseline functions for longitudinal data
Huazhen Lin, Ling Zhou and Binhuan Wang
doi:10.5705/ss.202015.0070
Testing for uniform stochastic orderings via empirical likelihood under right censoring
Hammou El Barmi
doi:10.5705/ss.202015.0042
The effect of L1 penalization on condition number constrained estimation of precision matrix
Chunming Zhang and Xiao Guo
doi:10.5705/ss.202015.0011
Semiparametric regression analysis of repeated current status data
Baosheng Liang, Xingwei Tong, Donglin Zeng and Yuanjia Wang
doi:10.5705/ss.202014.0153
A general approach to goodness of fit for U-processes
Youngjoo Cho and Debashis Ghosh
doi:10.5705/ss.202014.0141
Sure Independence Screening Adjusted for Confounding Covariates with Ultrahigh-dimensional Data
Xueqin Wang, Canhong Wen, Wenliang Pan and Mian Huang
doi:10.5705/ss.202014.0117
On Parameter Estimation of Two Dimensional Polynomial Phase Signal Model
Debasis Kundu and Ananya Lahiri
doi:10.5705/ss.202014.0061
Semiparametric maximum likelihood inference for truncated or biased-sampling data
Hao Liu, Jing Ning, Jing Qin and Yu Shen
doi:10.5705/ss.2014.094
Dissecting multiple imputation from a multi-phase inference perspective: what happens when God’s, imputer’s and analyst’s models are uncongenial?
Xianchao Xie and Xiao-Li Meng
doi:10.5705/ss.2014.067
The independence process in conditional quantile location-scale models and an application to testing for monotonicity
Melanie Birke, Natalie Neumeyer and Stanislav Volgushev
doi:10.5705/ss.2013.173